+44.6%
COP vs MP
-17.4%
+62.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.0% |
| 7D | +3.0% | -2.9% | +5.9% | +2.9% |
| 30D | +17.5% | +13.8% | +3.7% | +17.9% |
| 3M | +13.4% | -16.7% | +30.1% | +13.5% |
| 6M | +17.7% | -11.5% | +29.2% | +18.5% |
| YTD | +46.6% | +7.9% | +38.6% | +46.9% |
| 1Y | +44.6% | -15.0% | +59.6% | +47.3% |
| All | +44.6% | -17.4% | +62.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling